Access Statistics for Venus Khim-Sen Liew

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Non-parametric Bootstrap Simulation Study in ESTAR (1) Model 1 1 3 299 2 3 17 1,461
A complementary test for ADF test with an application to the exchange rates returns 0 0 2 225 1 2 26 1,231
An Empirical Investigation of Purchasing Power Parity for a Transition Economy - Cambodia 0 1 2 31 0 2 13 95
Are Asian Real Exchange Rates Stationary? 0 0 3 405 1 2 13 999
Are Non-Linear Dynamics a Universal Occurrence? Further Evidence From Asian Stock Markets 0 0 0 191 5 8 15 571
CAUSAL RELATIONSHIPS BETWEEN EXCHANGE RATES AND STOCK PRICES IN MALAYSIA AND THAILAND DURING THE 1997 CURRENCY CRISIS TURMOIL 2 6 13 896 5 16 58 2,490
Calendar anomalies in the Malaysian stock market 0 1 6 337 0 2 16 1,034
Day-of-the-week effects in selected East Asian stock markets 1 1 21 181 4 11 64 529
Does Fisher hypothesis hold for the East Asian Economies? an application of panel unit root tests 0 1 4 55 0 3 16 143
Does Hysteresis in Unemployment Occur in OECD Countries? Evidence from Parametric and Non-Parametric Panel Unit Roots Tests 0 3 3 85 1 6 21 265
Early warning indicator of economic vulnerability 3 5 18 99 3 10 32 157
Effects of ARCH Errors on Autoregressive Lag Length Selection Criteria 0 0 0 0 0 1 7 324
Effects of STAR and TAR types nonlinearities on order selection criteria 0 0 1 209 0 0 5 720
Exchange Rate and Trade Balance Relationship: The Experience of ASEAN Countries 3 10 44 2,169 7 36 160 7,289
Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia 0 1 2 302 1 7 19 1,595
Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia 1 1 4 274 3 7 16 1,186
Exchange Rates Forecasting Model: An Alternative Estimation Procedure 0 0 5 1,656 1 3 13 4,341
Export-led Growth Hypothesis in Malaysia: An Application of Two- Stage Least Square Technique 2 5 19 1,191 4 13 56 3,230
Financial Development and Economic Growth in Malaysia: The Stock Market Perspective 4 11 61 2,971 9 49 221 10,609
Fisher hypothesis: East Asian evidence from panel unit root tests 0 0 1 95 0 0 16 206
Forecasting Performance of Logistic STAR Exchange Rate Model: The Original and Reparameterised Versions 0 1 3 419 2 5 14 1,336
Forecasting malaysian business cycle movement: empirical evidence from composite leading indicator 2 14 35 160 10 57 196 726
Forecasting performance of Logistic STAR exchange rate model: The original and reparameterised versions 0 0 2 95 0 2 8 519
GARCH Diagnosis with Portmanteau Bicorrelation Test: An Application on the Malaysia's Stock Market 0 0 15 467 3 5 47 1,467
How Well the Ringgit-Yen Rate Fits the Non-linear Smooth Transition Autoregressive and Linear Autoregressive Models 0 0 1 183 4 13 23 887
Income convergence: fresh evidence from the Nordic countries 0 1 3 45 0 3 8 137
Income convergence? Evidence of non-linearity in the East Asian Economies: A comment 0 1 1 89 0 1 12 255
International Diversification Benefits in ASEAN Stock Markets: a Revisit 0 2 6 573 0 4 14 2,151
Is Money Neutral In Stock Market? The Case of Malaysia 0 1 5 63 0 3 16 176
Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen 0 0 2 73 0 1 6 196
Linearity and stationarity of G7 government bond returns 0 1 1 15 1 3 5 72
Linearity and stationarity of South Asian real exchange rates 0 2 3 96 0 4 12 256
Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian Countries 0 0 0 74 0 1 11 212
Macroeconomic Determinants of Direct Investment Abroad of Singapore 0 1 9 20 2 13 46 95
Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions 1 2 11 183 4 13 45 482
Monetary exchange rate model: supportive evidence from nonlinear testing procedures 1 2 4 121 2 3 13 300
Nonlinear Mean Reversion in Real Exchange Rates: Evidence from the ASEAN-5 0 0 2 201 0 3 12 484
ON THE FORECASTABILITY OF ASEAN-5 STOCK MARKETS RETURNS USING TIME SERIES MODELS 0 0 2 481 0 3 10 1,082
On Autoregressive Order Selection Criteria 1 1 4 596 3 5 21 1,648
On Singaporean Dollar and Purchasing Power Parity 0 0 0 236 0 3 16 1,534
On Singaporean Dollar and Purchasing Power Parity 0 0 2 95 0 1 10 541
On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity 0 0 2 268 1 1 10 1,844
On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity 0 0 0 162 3 13 37 1,598
Purchasing Power Parity (PPP) in a Transition Economy - Cambodia: Empirical Evidence from Bilateral Exchange Rates 0 1 6 52 0 4 32 184
Purchasing power parity in Asian economies: further evidence from rank tests for cointegration 0 0 3 9 0 2 15 44
Real interest rate parity: evidence from East Asian economies relative to China 0 1 4 179 2 9 28 574
Real interest rates equalization: The case of Malaysia and Singapore 0 0 3 205 0 2 10 1,001
Revisiting the Performance of MACD and RSI Oscillators 0 0 9 17 1 4 30 46
Selected Macroeconomic Determinants of Foreign Direct Investment Outflow of Singapore 1 4 12 97 3 14 52 347
Selected Macroeconomic Determinants of Foreign Direct Investment Outflow of Singapore 3 10 15 86 4 27 52 272
Testing for Non-Linearity in ASEAN Financial Markets 0 0 0 275 0 2 9 704
Testing nonlinear convergence in Malaysia,1965-2003 1 1 3 62 1 6 12 158
The Performance of AICC as an Order Selection Criterion in ARMA Time Series Models 0 1 5 400 5 13 45 1,406
The Predictability of ASEAN-5 Exchange Rates 0 1 4 360 0 5 19 1,018
The Validity of PPP Revisited: An Application of Non-linear Unit Root Test 0 0 0 297 0 1 11 773
The real interest rate differential: international evidence based on nonlinear unit root tests 0 1 3 167 0 5 21 676
Time series modelling and forecasting of Sarawak black pepper price 1 3 9 157 5 18 66 776
Value Creation and Long Term Performance of Hong Kong Spinoffs 0 0 0 0 1 2 4 222
Weak-form Efficient Market Hypothesis, Behavioural Finance and Episodic Transient Dependencies: The Case of the Kuala Lumpur Stock Exchange 1 3 10 1,586 6 19 88 7,435
Total Working Papers 29 102 411 20,335 110 474 1,890 72,109


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An empirical investigation of purchasing power parity for a transition economy - Cambodia 0 1 3 63 1 5 18 200
Applied International Business Conference 2008 0 0 0 0 0 0 1 11
Are Asian real exchange rates stationary? 0 0 0 124 1 4 12 394
Are Sectoral Outputs in Pakistan Led by Energy Consumption? 0 0 12 64 0 2 32 157
Assessing the Forecastibility of ESTAR Model: Some Evidence from Ringgit/Yen Rate 0 0 0 0 2 4 12 276
Asymmetry dynamics in real exchange rates: New results on East Asian currencies 0 1 4 28 0 3 12 78
Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors 0 0 7 22 3 10 36 142
Day-of-the-week effects in Selected East Asian stock markets 0 1 4 13 0 6 18 54
Does Fisher Hypothesis Hold for the East Asian Economies? An Application of Panel Unit Root Tests 0 0 1 31 0 2 5 68
Does the US IT stock market dominate other IT stock markets: Evidence from multivariate GARCH model 0 0 0 3 2 3 11 43
Estimation of the Autoregressive Order in the Presence of Measurement Errors 0 0 2 6 2 3 9 25
Exchange Rate – Relative Price Nonlinear Cointegration Relationship in Malaysia 0 0 1 6 0 4 14 44
Forecasting Performance of Exponential Smooth Transition Autoregressive Exchange Rate Models 0 1 3 220 2 7 12 695
Impact of foreign direct investment volatility on economic growth of asean-5 countries 3 15 53 282 10 37 159 680
Income Divergence? Evidence of Non-linearity in the East Asian Economies 0 2 3 6 2 7 13 32
Income convergence: fresh evidence from the Nordic countries 0 1 1 15 0 3 6 64
India-ASEAN-5 Economic Integration: Impact of Liberalization 0 0 0 0 0 4 13 528
International Conference in Economics and Finance 2005 (ICEF 2005) 0 0 0 0 0 1 2 10
Is There Any International Diversification Benefits in ASEAN Stock Markets? 0 1 11 77 2 8 36 283
Is money neutral in stock market? The case of Malaysia 0 0 5 79 1 2 21 248
Is there a nonlinear long-run relation in the U.S. interest rate and inflation? 0 2 8 61 0 3 18 137
Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen 0 1 2 39 0 4 12 143
Linearity and Stationarity of South Asian Real Exchange Rates 0 0 0 0 1 3 9 105
Linearity and stationarity of G7 government bond returns 0 0 5 40 0 2 11 127
Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian countries 0 2 4 23 0 2 8 89
MONEY DEMAND IN MALAYSIA: FURTHER EMPIRICAL EVIDENCE 0 0 0 7 3 14 36 633
Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions 0 0 4 56 1 2 8 133
NEW EVIDENCE ON THE OUTPUT-INFLATION TRADE-OFF FROM ASEAN-5 ECONOMIES 0 0 0 0 0 1 9 237
Non-linearities in Real Interest Rate Parity: Evidence from OECD and Asian Developing Economies 0 1 3 19 1 5 9 78
Nonlinear Adjustment of ASEAN-5 Real Exchange Rates: Symmetrical or Asymmetrical? 1 1 1 7 1 2 7 35
Nonlinear Adjustment towards Purchasing Power Parity in ASEAN Exchange Rates 0 0 0 0 0 3 10 322
Nonlinear mean reversion in stock prices: evidence from Asian markets 0 0 2 86 0 3 15 295
On the application of the rank tests for nonlinear cointegration to PPP: The case of Papua New Guinea 2 2 13 37 2 3 28 104
Purchasing power parity in Asian economies: further evidence from rank tests for cointegration 0 0 1 30 0 5 24 141
Real Interest Rates Equalization: The Case of Malaysia and Singapore 0 0 0 4 0 3 12 320
Real interest rate parity in the ASEAN-5 countries: a nonlinear perspective 0 0 1 31 0 4 7 111
Revisiting Purchasing Power Parity for Central Asian Countries Using Threshold Cointegration Tests 0 0 4 100 0 3 16 251
Revisiting the Performance of MACD and RSI Oscillators 1 7 31 39 5 21 98 130
Statistical Inadequacy of GARCH Models for Asian Stock Markets 0 0 1 1 0 0 4 7
THE REAL INTEREST RATE DIFFERENTIAL: INTERNATIONAL EVIDENCE BASED ON NON-LINEAR UNIT ROOT TESTS 0 0 2 51 1 3 8 202
Testing rational expectations hypothesis in the manufacturing sector in Malaysia 0 1 3 11 0 2 11 36
The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies 0 0 2 133 0 3 17 590
Time series test of nonlinear convergence and transitional dynamics 0 0 7 57 0 5 22 161
Which Lag Length Selection Criteria Should We Employ? 6 44 177 291 53 209 832 1,333
Total Journal Articles 13 84 381 2,162 96 420 1,673 9,752


Statistics updated 2015-08-02